-30.7%
DECK vs FND
-36.4%
+5.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.0% |
| 7D | -2.2% | -5.2% | +3.0% | -0.6% |
| 30D | -13.6% | -19.9% | +6.3% | -7.3% |
| 3M | -21.2% | +2.7% | -24.0% | -22.8% |
| 6M | -21.1% | -21.7% | +0.6% | -17.9% |
| YTD | -17.2% | -17.5% | +0.3% | -17.2% |
| 1Y | -30.7% | -39.3% | +8.6% | -26.0% |
| All | -30.7% | -36.4% | +5.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling